Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options (Q870144)
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English | Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options |
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Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options (English)
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12 March 2007
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Black-Scholes formula
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European options
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fuzzy numbers
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financial market
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put-call parity
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